Corbus Pharmaceuticals Holdings Inc (CRBP)
35.57
-0.58
(-1.60%)
USD |
NASDAQ |
Mar 27, 16:00
35.42
-0.16
(-0.44%)
After-Hours: 20:00
Corbus Pharmaceuticals Holdings Max Drawdown (5Y): 99.24% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 99.24% |
January 31, 2024 | 99.24% |
December 31, 2023 | 99.24% |
November 30, 2023 | 99.24% |
October 31, 2023 | 99.24% |
September 30, 2023 | 99.24% |
August 31, 2023 | 99.24% |
July 31, 2023 | 99.24% |
June 30, 2023 | 99.24% |
May 31, 2023 | 99.24% |
April 30, 2023 | 99.24% |
March 31, 2023 | 99.24% |
February 28, 2023 | 99.02% |
January 31, 2023 | 98.85% |
December 31, 2022 | 98.85% |
November 30, 2022 | 98.85% |
October 31, 2022 | 98.83% |
September 30, 2022 | 98.34% |
August 31, 2022 | 97.85% |
July 31, 2022 | 97.76% |
June 30, 2022 | 97.76% |
May 31, 2022 | 97.76% |
April 30, 2022 | 96.62% |
March 31, 2022 | 96.62% |
February 28, 2022 | 96.58% |
Date | Value |
---|---|
January 31, 2022 | 95.60% |
December 31, 2021 | 94.17% |
November 30, 2021 | 91.77% |
October 31, 2021 | 90.92% |
September 30, 2021 | 90.92% |
August 31, 2021 | 90.92% |
July 31, 2021 | 90.92% |
June 30, 2021 | 90.92% |
May 31, 2021 | 90.92% |
April 30, 2021 | 90.92% |
March 31, 2021 | 90.92% |
February 28, 2021 | 90.92% |
January 31, 2021 | 90.92% |
December 31, 2020 | 90.92% |
November 30, 2020 | 90.92% |
October 31, 2020 | 90.92% |
September 30, 2020 | 85.46% |
August 31, 2020 | 78.79% |
July 31, 2020 | 78.79% |
June 30, 2020 | 78.79% |
May 31, 2020 | 78.79% |
April 30, 2020 | 78.79% |
March 31, 2020 | 78.79% |
February 29, 2020 | 78.79% |
January 31, 2020 | 78.79% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
78.79%
Minimum
Mar 2019
99.24%
Maximum
Mar 2023
90.53%
Average
90.92%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -64.85 |
Beta (5Y) | 2.433 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 177.5% |
Historical Sharpe Ratio (5Y) | -0.1897 |
Historical Sortino (5Y) | -0.6354 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.42% |